-36.6%
MOH vs EL
-34.0%
-2.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.7% | -6.5% | +8.2% | +2.1% |
| 30D | -0.9% | +11.1% | -12.0% | -1.5% |
| 3M | +5.7% | +10.7% | -5.0% | +5.0% |
| 6M | +39.1% | +6.9% | +32.3% | +38.2% |
| YTD | +17.7% | -6.3% | +24.0% | +17.5% |
| 1Y | +8.4% | +13.5% | -5.1% | +6.8% |
| 3Y | -36.6% | -33.1% | -3.5% | -36.7% |
| All | -36.6% | -34.0% | -2.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling